Article for reference:
https://en.wikipedia.org/wiki/Nero%27s_exploration_of_the_Nile_river
There is no reason to doubt the expedition happened, and details of the descriptions from the sources line up, at least for the expedition reported by Pliny and Dio (there is a separate expedition reported by Seneca Q Nat. 6.8, but the details of the account differ in important ways and it’s been argued that the expeditions were not the same one). Part of the region was already somewhat familiar to the Romans, enough that they had previously settled conflicts with one of the kingdoms in the area, and the descriptions based off the expedition present an update to previous knowledge of the area. We can’t say for sure exactly how far the expedition got, but we can definitively track their progress through at least one important site in modern Sudan.
For a little background first, a treaty signed in 21/20 BCE between Rome and the Kingdom of Kush, with its capital in Meroë, establishes a conflict over borders in the Augustan period. Although reported in Roman sources as a military victory, in the treaty Rome withdrew its Egyptian frontier and canceled the Meroitic tribute, so make of that what you will. In the period following this treaty, we see increased Meroitic involvement in Egyptian religious sites on the border at sites like Philae and Meroitic officials taking part in cults along that section of the Nile.
This military background is also relevant to the Neronian expedition because both Pliny (HN 6.181) and Cassius Dio (63.8.1), when mentioning the reconnaissance mission to Southern Sudan, suspect Nero has a political rather than scientific goal. That is, the scouting expedition was intended to pave the way for an Ethiopian military campaign. Dio reports that Nero ultimately decided against the campaign because of cost, but the scouting expedition had by that point already happened. Pliny gives the measurements taken by these scouts between towns to give an account of the distance between Egyptian Syene and Meroë, mentioned earlier as the capital of the Kingdom of Kush, where there are other geographers to compare to. Given side by side with the estimated distances of other geographers, we can see that the results of the survey were an update in keeping with Roman geographic practice of showing point by point itinerary from one place to another without concern for scientific geography. This disregard for scientific geography makes it more difficult to say more definitively where the expedition got to once we get past places of political and military interest. The end of Pliny’s account becomes mostly ethnography (and increasingly interested in mirabilia), and he begins to incorporate accounts from other sources, also mostly ethnographic, but at least through Meroë, the Neronian scouts’ report was accurate and presented information that doesn’t seem to have come from any other sources available at the time. So exactly how far Nero's expedition got, we can't be sure, but we can track them into Sudan.
Dijkstra, Jitse H. F. Philae and the End of Ancient Egyptian Religion: A Regional Study of Religious Transformation (298-642 CE). Orientalia Lovaniensia Analecta 173. Leuven: Peeters, 2008.
Kolb, Anne. “The Romans and the World’s Measure.” In Brill’s Companion to Ancient Geography: The Inhabited World in the Greek and Roman Tradition. Edited by Serena Bianchetti, Michele R. Cataudella and Hans-Joachim Gehrke. Brill: Boston, 2016. 223-238.